Shrinkage and modification techniques in estimation of variance and the related problems: A review

DOI10.1080/03610929908832317zbMath1063.62514OpenAlexW2064537758MaRDI QIDQ4240717

Tatsuya Kubokawa

Publication date: 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929908832317

zbMATH Keywords

variance componentslinear calibration problemempirical and generalized Bayes rulesestimation of restricted parametersnoncentrality paremeterShrinkage procedurestatisticol decision theory

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)

Related Items (24)

Minimax estimation of a restricted mean for a one-parameter exponential family ⋮ Decision-theoretic issues in heterogeneity variance estimation ⋮ Improved estimators for functions of scale parameters in mixture models ⋮ NESTED DESIGNS WITH MULTIVARIATE MEASUREMENT: AN ILLUSTRATION OF THE STRUCTURAL APPROACH TO RANDOM EFFECTS MULTIVARIATE ANALYSIS OF VARIANCE ⋮ Estimation of covariance matrices in fixed and mixed effects linear models ⋮ Strawderman-type estimators for a scale parameter with application to the exponential distribution ⋮ Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results ⋮ Quantile estimation for a progressively censored exponential distribution ⋮ APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 ⋮ Estimation of the smallest normal variance with applications to variance components models ⋮ General dominance properties of double shrinkage estimators for ratio of positive parameters ⋮ James-Stein type estimators of variances ⋮ Estimating the ratio of two scale parameters: a simple approach ⋮ Improved estimation of the smallest scale parameter of gamma distributions ⋮ Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection ⋮ Estimating a linear parametric function of a doubly censored exponential distribution ⋮ Estimation of the shape parameter of a Pareto distribution ⋮ Estimating risk and the mean squared error matrix in Stein estimation ⋮ On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint ⋮ Estimation of a scale parameter in mixture models with unknown location ⋮ Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition ⋮ Estimation of Error Variance in the Analysis of Experiments Using Two-Level Orthogonal Arrays ⋮ Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval ⋮ Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean

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